A generalized Newton method for absolute value equations |
| |
| Authors: | O L Mangasarian |
| |
| Institution: | (1) Computer Sciences Department, University of Wisconsin, Madison, WI 53706, USA;(2) Department of Mathematics, University of California at San Diego, La Jolla, CA 92093, USA |
| |
| Abstract: | A direct generalized Newton method is proposed for solving the NP-hard absolute value equation (AVE) Ax − |x| = b when the singular values of A exceed 1. A simple MATLAB implementation of the method solved 100 randomly generated 1,000-dimensional AVEs to an accuracy
of 10−6 in less than 10 s each. Similarly, AVEs corresponding to 100 randomly generated linear complementarity problems with 1,000 ×
1,000 nonsymmetric positive definite matrices were also solved to the same accuracy in less than 29 s each. |
| |
| Keywords: | Absolute value equation Generalized Newton Linear complementarity problems |
| 本文献已被 SpringerLink 等数据库收录！ |
|
